A New Primal-Dual Interior-Point Method for Semidefinite Optimization Based on a New Wide Neighborhood with Infinity-Norm

سال انتشار: 1398
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 173

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شناسه ملی سند علمی:

JR_SEE-4-6_015

تاریخ نمایه سازی: 23 دی 1399

چکیده مقاله:

In this paper, we present a new primal-dual interior-point algorithm based on a new large neighbourhood N∞(τ ,β) for semidefinite optimization. This large neighbourhood is based on the infinity norm. It is larger than the N(τ ,β) large neighborhood of the central path, which is popular wide neighborhood. We demonstraite the convergence of the proposed algorithm and show that the algorithm has (?????) iteration complexity bound for the Nesterov-Todd direction.

نویسندگان

Afsaneh Nasrollahi

Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran

Behrouz Kheirfam

Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran